Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (Q4275772)

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scientific article; zbMATH DE number 487255
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Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models
scientific article; zbMATH DE number 487255

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    Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (English)
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    20 January 1994
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    series expressions
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    rational expressions
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    Fourier coefficients
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    successive elimination
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    Cholesky decomposition
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    time domains
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    quadratic forms
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    traces
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    first-order moving average model
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    maximum likelihood estimation
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    normality
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    correlation matrix
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    frequency domains
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